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Symphonies
Keynes' Algo (TQQQ FTLT v4)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rides uptrends with 3× tech (TQQQ), hedges overheated spots with volatility (UVXY), and in downtrends either shorts tech (SQQQ), hides in Treasuries (TLT), or buys oversold rebounds (TECL/UPRO). Single daily‑selected holding.
NutHow it works
Daily check. If the S&P 500 (SPY) is in an uptrend (price above its 200‑day average), hold a 3× tech fund (TQQQ) unless a short‑term “too hot” reading (RSI: a 0–100 heat gauge) flips to a volatility hedge (UVXY, jumps when fear rises). In downtrends, buy quick rebounds (TECL=3× tech or UPRO=3× S&P) when washed out (low RSI); otherwise short tech (SQQQ=−3×) or sit in long Treasuries (TLT). One holding; checked daily.
CheckmarkValue prop
Out-of-sample edge: ~57% annualized return vs SPY ~19%, Calmar ≈1.14, Sharpe ≈1.01. Captures tech upside in uptrends, hedges risk with UVXY, and opportunistically buys oversold bounces in down markets. Higher drawdown (~50%) but stronger upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.91.610.180.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
685.88%15.41%-0.15%0.4%0.94
Keynes' Algo (TQQQ FTLT v4)
101,973,892.02%161.7%1%-9.32%1.84
Initial Investment
$10,000.00
Final Value
$10,197,399,202.38
Regulatory Fees
$6,767,198.08
Total Slippage
$48,668,452.62
Invest in this strategy
OOS Start Date
Jun 11, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, trend-following, mean-reversion, volatility hedge, tactical rotation, equities and bonds
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

"Keynes' Algo (TQQQ FTLT v4)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Keynes' Algo (TQQQ FTLT v4)" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Keynes' Algo (TQQQ FTLT v4)" has returned 43.20%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Keynes' Algo (TQQQ FTLT v4)" is 50.19%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in "Keynes' Algo (TQQQ FTLT v4)", simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.